Large deviation for negatively dependent random variables under sublinear expectation

DOI10.1080/03610926.2015.1006067zbMath1338.60078OpenAlexW2239563567MaRDI QIDQ2807689

Xinwei Feng, Zeng-Jing Chen

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1006067

zbMATH Keywords

large deviation principlemoderate deviation principlesublinear expectationnegatively dependent

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (6)

Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\) ⋮ Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation ⋮ Representation of weakly maxitive monetary risk measures and their rate functions ⋮ Self-normalized large deviations under sublinear expectation ⋮ Moderate deviations principle for independent random variables under sublinear expectations ⋮ Concentration inequalities for upper probabilities

Cites Work

• Unnamed Item
• On Cramér's theorem for capacities
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Large deviation principle for diffusion processes under a sublinear expectation
• A strong law of large numbers for non-additive probabilities
• Theory of capacities
• A Weighted Central Limit Theorem Under Sublinear Expectations

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